PREVIEW / futures_30min / 2017-10-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-29.parquet
  size:    21 KB
  rows:    567

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-10-29 18:00:00	ES	Futures	2818.2	2821.21	2817.38	2819.84	6933.0
2017-10-29 18:30:00	ES	Futures	2819.84	2820.12	2818.2	2818.47	1767.0
2017-10-29 19:00:00	ES	Futures	2818.47	2818.75	2817.93	2817.93	1500.0
2017-10-29 19:30:00	ES	Futures	2818.2	2818.47	2816.83	2817.11	3496.0
2017-10-29 20:00:00	ES	Futures	2817.11	2819.29	2815.19	2819.29	9403.0
2017-10-29 20:30:00	ES	Futures	2819.02	2819.29	2817.93	2818.75	3736.0
2017-10-29 21:00:00	ES	Futures	2818.75	2819.02	2817.38	2817.93	3911.0
2017-10-29 21:30:00	ES	Futures	2817.93	2817.93	2815.74	2816.29	4638.0
2017-10-29 22:00:00	ES	Futures	2816.01	2816.29	2814.64	2816.29	6794.0
2017-10-29 22:30:00	ES	Futures	2816.29	2817.11	2815.74	2816.29	3063.0
2017-10-29 23:00:00	ES	Futures	2816.29	2816.56	2815.19	2816.01	2244.0
2017-10-29 23:30:00	ES	Futures	2816.01	2816.29	2814.64	2815.47	2249.0
2017-10-29 18:00:00	NQ	Futures	7387.23	7400.32	7383.07	7394.96	1984.0
2017-10-29 18:30:00	NQ	Futures	7395.26	7395.26	7389.31	7390.2	739.0
2017-10-29 19:00:00	NQ	Futures	7389.91	7391.1	7384.85	7386.04	902.0
2017-10-29 19:30:00	NQ	Futures	7386.34	7388.72	7383.96	7385.74	609.0
2017-10-29 20:00:00	NQ	Futures	7386.04	7400.91	7380.69	7400.32	2903.0
2017-10-29 20:30:00	NQ	Futures	7400.32	7401.21	7395.26	7399.13	1461.0
2017-10-29 21:00:00	NQ	Futures	7399.13	7403.59	7395.85	7397.64	1425.0
2017-10-29 21:30:00	NQ	Futures	7397.64	7398.53	7389.31	7389.61	1355.0
2017-10-29 22:00:00	NQ	Futures	7389.31	7389.91	7382.47	7388.42	1936.0
2017-10-29 22:30:00	NQ	Futures	7388.42	7392.29	7387.23	7388.42	758.0
2017-10-29 23:00:00	NQ	Futures	7388.42	7390.8	7386.04	7390.2	428.0
2017-10-29 23:30:00	NQ	Futures	7389.61	7390.5	7384.55	7387.53	502.0
2017-10-29 18:00:00	YM	Futures	25409.4	25436.6	25397.4	25422.4	1093.0
2017-10-29 18:30:00	YM	Futures	25422.4	25424.6	25410.5	25412.7	244.0
2017-10-29 19:00:00	YM	Futures	25411.6	25412.7	25402.9	25407.2	293.0
2017-10-29 19:30:00	YM	Futures	25407.2	25412.7	25402.9	25404.0	729.0
2017-10-29 20:00:00	YM	Futures	25404.0	25424.6	25390.9	25422.4	1607.0
2017-10-29 20:30:00	YM	Futures	25423.5	25424.6	25412.7	25414.8	974.0
2017-10-29 21:00:00	YM	Futures	25417.0	25419.2	25404.0	25409.4	877.0
2017-10-29 21:30:00	YM	Futures	25409.4	25411.6	25386.6	25392.0	1035.0
2017-10-29 22:00:00	YM	Futures	25392.0	25395.3	25376.8	25395.3	1361.0
2017-10-29 22:30:00	YM	Futures	25395.3	25404.0	25393.1	25397.4	528.0
2017-10-29 23:00:00	YM	Futures	25398.5	25400.7	25389.8	25398.5	391.0
2017-10-29 23:30:00	YM	Futures	25397.4	25398.5	25382.2	25389.8	620.0
2017-10-29 18:00:00	CL	Futures	48.22	48.24	48.14	48.14	2575.0
2017-10-29 18:30:00	CL	Futures	48.14	48.18	48.13	48.16	916.0
2017-10-29 19:00:00	CL	Futures	48.16	48.16	48.14	48.15	632.0
2017-10-29 19:30:00	CL	Futures	48.15	48.16	48.13	48.14	840.0
2017-10-29 20:00:00	CL	Futures	48.14	48.15	48.07	48.11	1944.0
2017-10-29 20:30:00	CL	Futures	48.11	48.13	48.09	48.12	1474.0
2017-10-29 21:00:00	CL	Futures	48.12	48.12	48.06	48.08	1606.0
2017-10-29 21:30:00	CL	Futures	48.08	48.09	48.03	48.06	1957.0
2017-10-29 22:00:00	CL	Futures	48.06	48.07	48.02	48.04	1562.0
2017-10-29 22:30:00	CL	Futures	48.04	48.05	48.0	48.01	993.0
2017-10-29 23:00:00	CL	Futures	48.01	48.04	47.99	48.04	1498.0
2017-10-29 23:30:00	CL	Futures	48.04	48.05	48.02	48.05	998.0
2017-10-29 18:00:00	GC	Futures	1697.6	1698.1	1695.8	1696.2	1485.0
2017-10-29 18:30:00	GC	Futures	1696.2	1697.4	1696.0	1696.5	654.0

> showing 50 of 567 rows — these rows as CSV

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